Portfolio Manager

• Jun 2022 - Present

Quantitative Analyst

• Nov 2020 - Jun 2022

Quantitative Researcher

• Jan 2019 - Oct 2020

- Discretionarily trading a variety of options based strategies focused on cryptocurrency markets while programming an automated risk-management system. Exploring novel methods to forecast realized volatility through the use of machine-learning - Studying academic literature and research on cryptocurrencies, market microstructure, options pricing theory, machine-learning and risk-management - Active participant in key machine learning and blockchain conferences (i.e., NeurIPS, ML Finance Workshop at Columbia University, CoinDesk Consensus NYC/Asia/Invest)Projects: Cryptocurrency Options Data Collector and Delta-Hedger: A script designed to help researchers pull data directly from Deribit exchange and perform analysis on option greeks. I also developed an automated hedging tool for volatility traders to rebalance portfolio delta exposure based on a user-specified threshold. Opyn Options Greeks Calculator: Collaborated with a globally distributed team to build out a pricing engine and greeks monitor to manage risk for Opyn options on the Ethereum blockchain: https://twitter.com/aparnalocked/status/1261310072635789312Yahoo Finance Volatility Market Scraper: Created a set of wrapper functions to visualize the volatility smile and volatility term structure for any publicly traded stock with a liquid options chain.Asset Management Research Report (Not Public): Presented a research project on the institutional investment applicability of cryptocurrencies for an asset manager with over $18 billion AUM.

Staff Accountant

• Oct 2017 - Oct 2018

Financial Institutions and Real Estate Audit: Full-time• Successfully passed the Canadian CPA Exam (Common Final Examination).• Performed audits and reviews for high profile asset managers across Canada in accordance with International Financial Reporting Standards (IFRS).• Interacted directly with key management to perform audit walkthroughs and discussions on critical business operating processes; recognized by seniors for developing a strong rapport with clients.Financial Institutions Audit and Deals Advisory Rotation: Summer Internship (2016) • Individually worked on a special assignment to simplify a client’s leasing investment model. The model was reorganized to allow for easier input of projected cash flows and the final updated template was presented directly to management.• Verified accuracy of a confidential information memorandum by working extensively with a KPMG Corporate Finance Vice President and attended client meetings to discuss deal dynamics and potential risks.